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May 31, 2024

Amendment of the Potentially Erroneous Data Parameter for CME CF Cryptocurrency Pricing Products

The Administrator announces that the Potentially Erroneous Data Parameter for all CME CF Cryptocurrency Pricing Product indices will be amended on June 11th, 2024, at approximately 11:00 London Time.

The future parameter levels for each index are summarised in the table below.

Any questions or queries should be directed to [email protected].

Any user wishing to file a complaint regarding these changes can do so confidentially by writing to [email protected].


The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.


Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.


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CF Benchmarks is a member of the Crypto Facilities group of companies which is in turn a member of the Payward, Inc. group of companies.
  • Payward, Inc. is the owner and operator of the Kraken Exchange, a venue that facilitates the trading of cryptocurrencies. The Kraken Exchange is a source of input data for certain CF Benchmarks indices.
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Please refer to the individual product family documentation for more information about applicable input data sources.

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